Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (Q2249587)
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scientific article; zbMATH DE number 6312485
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| English | Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion |
scientific article; zbMATH DE number 6312485 |
Statements
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (English)
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2 July 2014
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fractional Brownian motion
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cubic variation
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convergence in law
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covariance function
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0.9732882976531982
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0.8175402283668518
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0.8067732453346252
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0.7814127206802368
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0.7759411931037903
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